Anic Equity¶

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Total return since start: 0.702 %¶

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Equity now: -----------------------------> 52002.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47879.86 Kr¶

PnL: ---------------------------------------> -1052.14 Kr¶

DD now: ---------------------------------> -2.105 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:30:29.792927'

Anic Portfolio¶

Today¶

Return: -0.139 %¶

This Week¶

Return: -0.6 %¶

Total portfolio value¶

Return including deposits: 70.243 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 5.520000 693.350000 54.350000 8.510000 638.999984
Biotage 4 1.920000 636.000000 33.000000 5.470000 603.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Embracer Group B 26 1.140000 682.240000 20.240000 3.060000 661.999988
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Addtech B 3 -0.250000 713.400000 13.400000 1.910000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Volati 5 2.090000 585.000000 11.000000 1.920000 574.000000
NCC B 7 0.800000 661.850000 7.850000 1.200000 653.999997
Fortnox 10 -0.120000 675.600000 7.600000 1.140000 668.000000
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Latour B 2 -0.800000 448.400000 -0.600000 -0.130000 449.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Svolder B 35 -0.720000 2177.000000 -2.000000 -0.090000 2179.000005
SCA A 4 1.500000 596.800000 -2.200000 -0.370000 599.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Indutrade 5 -1.200000 1312.500000 -7.500000 -0.570000 1320.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Addnode Group B 6 -2.530000 741.000000 -11.000000 -1.460000 751.999998
Investor B 3 -0.550000 645.150000 -12.850000 -1.950000 657.999999
BONESUPPORT HOLDING 10 -0.410000 1205.000000 -19.000000 -1.550000 1224.000000
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.880000 3435.200000 -109.800000 -3.100000 3545.000000
New Wave B 40 0.320000 3772.000000 -144.000000 -3.680000 3916.000000
Sedana Medical 135 -0.330000 4120.200000 -210.800000 -4.870000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47879.860000 -1052.140000 -2.10454% 48931.999868

Updated:¶

'2023-06-14 12:30:47.241261'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶